+782.9%
ENTG vs GPN
+28.2%
+754.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +1.2% | -4.6% | +5.8% | +3.7% |
| 30D | -12.9% | -0.3% | -12.6% | -13.1% |
| 3M | -3.1% | +35.4% | -38.5% | -21.2% |
| 6M | +21.0% | +21.7% | -0.7% | +3.9% |
| YTD | +67.0% | +14.9% | +52.1% | +46.0% |
| 1Y | +68.6% | +3.2% | +65.4% | +56.9% |
| 3Y | +48.6% | -27.1% | +75.8% | +66.5% |
| 5Y | +18.6% | -44.4% | +63.0% | +51.0% |
| All | +782.9% | +28.2% | +754.8% | +594.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GPN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling